Sökning: "macroprudential regulation"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden macroprudential regulation.

  1. 1. Basel III and Monetary Policy

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oskar Jansson; Henric Nicklasson; [2020]
    Nyckelord :Basel III; Capital Requirements; Monetary Policy Transmission; Bank Lending; Business and Economics;

    Sammanfattning : Headlined by Basel III - banking regulation has been the target of extensive revisions and remodeling in the wake of the Global Financial Crisis. The same period has, in many countries, also been characterized by unprecedented accommodative monetary policy. LÄS MER

  3. 2. Macroprudential regulation of borrowing standards: a comparative analysis of loan-to-value and loan-to-income policies.

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Sante Carbone; Oona Hakala; [2019]
    Nyckelord :Consumer Debt; Crisis; Housing; Housing Finance; Bayesian;

    Sammanfattning : Starting from the Two-Agents New-Keynesian DSGE framework presented by Iacoviello and Neri (2010), we re-write the model allowing for a loan-to-income (LTI) constraint in place of a loan-to-value (LTV) constraint. We derive a balanced growth path equilibrium for our model and compare steady-state results as well as dynamic responses to a rich set of shocks between the two macroprudential regulations. LÄS MER

  4. 3. Optimal Monetary Policy, Macroprudential Instruments, and the Credit Cycle

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Camilo Marchesini; [2019]
    Nyckelord :Monetary policy; macroprudential regulation; banking; financial frictions;

    Sammanfattning : I study optimal monetary and macroprudential policies in a New Keynesian DSGE framework with leverageconstrainedbanks. In particular, I assess the desirability of alternative operational policy rules when theeconomy is hit by mortgage default shocks and show that their implications for inflation dynamics and policytrade-offs depend on whether the shocks originate in the household sector or in the entrepreneurial sector ofthe economy. LÄS MER

  5. 4. Comparing methods for identifying G-SIBs in Europe

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Emil Johnsson; [2018-07-04]
    Nyckelord :Risk Analysis; Basel Accords; Financial Regulation; Simulation Modeling; Volatility Forecasting; Risk Assessment; Bank Regulation;

    Sammanfattning : The extra loss absorbency requirement for global systemically important banks (G-SIBs) is one of the macroprudential reforms in Basel III aimed at lowering the systemic risk in the financial system. Systemic risk is difficult to define and measure and academics have proposed alternative ways to measure banks' systemic importance. LÄS MER

  7. 5. Discipline and Freedom in Financial Markets: How regulation and liberalisation influence the gains from finance

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tobias Adolfsson; [2018]
    Nyckelord :financial development; regulation; liberalisation; institutions; economic growth; Business and Economics;

    Sammanfattning : This paper investigates how the financial sector's institutional characteristics can allow an economy to benefit from financial deepening and limit the negative effects it can have. Specifically, it tests how macroprudential regulation and financial liberalisation affect the shape and behaviour of the finance–growth relationship. LÄS MER